Kooks of the trading world?

Discussion in 'Trading' started by reinghar, May 14, 2020.

  1. panzerman

    panzerman

    Exactly the reason you can't use the DTFT in finance. Look up Ehlers' implementation of the autocorrelation periodogram and MESA algorithms. From ph1l's post, I thought the HHT was noncausal and thus of limited use in trading. I will try to read the article when I can get some time to digest it properly.
     
    #21     May 14, 2020
    reinghar likes this.
  2. ironchef

    ironchef

    Don't understand the math but the concept of extracting signals out of nonlinear and non stationary system is very interesting since stock price is generally nonlinear and non stationary.

    As a side note, instead of using fancy math, we trader who are non mathematical used various moving averages to accomplish the same. These plots looks like: (a) = 200 dma, (b) = 50 dma, (c) = 10 dma and (d) = 5 dma, for example.
    upload_2020-5-15_12-23-33.png
     
    #22     May 15, 2020
    reinghar likes this.
  3. ph1l

    ph1l

    I found what looks like one of the original papers on empirical mode decomposition with the Hilbert transform.
     
    #23     May 15, 2020
    ironchef likes this.
  4. bone

    bone

    In the late ‘90s I once saw an advert looking for proprietary traders in Chicago. Very top tier firm.

    The last sentence read:” Practitioners of Elliott Wave and Gann need NOT apply”.

    Absolutely true story.
     
    #24     May 15, 2020
    taojaxx, dartmus and reinghar like this.
  5. destriero

    destriero


    PTJ used to supply his PMs with Prechter's EWT or whatever it's called. The monthly paperback. This was in the late 90s.

    It was 4-5 figs a year back in the day... he's asking $29/month now. What a savings.

    :banghead:
     
    #25     May 15, 2020
    dartmus likes this.
  6. ironchef

    ironchef

    Thank you for the link. Another late night reading assignment for me.

    It is amazing what you folks are able to dig out. :thumbsup: I will never be able to find articles like this.
     
    #26     May 16, 2020
  7. ironchef

    ironchef

    It really means what worked in the 90s are no longer working today. In another couple of years, it will be free and he gets his income from ads.

    Sir, you get what you paid for.
     
    #27     May 16, 2020
  8. What is the password on that sheet?
     
    #28     May 16, 2020
  9. #29     May 16, 2020
  10. OK thank you. For whatever reason, the first time I tried it wouldn't work after enabling, but it did this time. Now I must learn how to use it!
     
    #30     May 19, 2020